+440.3%
AXP vs MDT
+62.0%
+378.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.4% |
| 7D | -1.1% | +3.5% | -4.6% | -3.5% |
| 30D | +5.2% | +16.2% | -10.9% | -5.1% |
| 3M | -4.6% | +18.9% | -23.5% | -15.6% |
| 6M | +3.2% | +37.3% | -34.1% | -18.2% |
| YTD | -11.3% | +9.7% | -21.1% | -18.5% |
| 1Y | -11.0% | +15.2% | -26.2% | -21.2% |
| 3Y | +120.2% | +61.8% | +58.4% | +46.1% |
| 5Y | +91.7% | -1.4% | +93.1% | +85.9% |
| 10Y | +440.3% | +61.6% | +378.8% | +278.2% |
| All | +440.3% | +62.0% | +378.4% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling